+688.5%
ABT vs EXPE
+851.4%
-162.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -3.7% | -9.5% | +5.9% | -2.6% |
| 30D | +2.5% | -6.6% | +9.1% | +3.2% |
| 3M | +20.2% | +31.4% | -11.2% | +16.4% |
| 6M | -2.9% | +35.2% | -38.1% | -6.5% |
| YTD | -11.9% | +5.8% | -17.7% | -13.2% |
| 1Y | -16.5% | +38.7% | -55.2% | -20.5% |
| 3Y | +12.1% | +175.8% | -163.7% | -3.3% |
| 5Y | -7.4% | +111.8% | -119.2% | -19.6% |
| 10Y | +210.7% | +179.7% | +31.0% | +148.6% |
| All | +688.5% | +851.4% | -162.9% | +401.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling